Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.614 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49303.0 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45241.46 Kr¶

PnL: ---------------------------------------> 185.46 Kr¶

DD now: ---------------------------------> -7.186 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:30:49.513155'

Anic Portfolio¶

Today¶

Return: -0.836 %¶

This Week¶

Return: -0.0 %¶

Total portfolio value¶

Return including deposits: 61.405 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.290000 1662.840000 193.840000 13.200000 1468.999998
Orrön Energy 180 -0.650000 2187.900000 144.900000 7.090000 2043.000000
Atrium Ljungberg B 5 -0.450000 990.500000 55.500000 5.940000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sedana Medical 93 -3.770000 2561.220000 40.220000 1.600000 2521.000011
Sagax B 4 -0.620000 891.600000 37.600000 4.400000 854.000000
Hexatronic Group 12 0.140000 1003.200000 36.200000 3.740000 966.999996
Catena 2 -1.380000 827.200000 35.200000 4.440000 792.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
JM 6 -0.600000 897.000000 33.000000 3.820000 864.000000
OX2 13 1.970000 973.700000 23.700000 2.490000 949.999999
Bilia A 8 0.520000 920.800000 20.800000 2.310000 900.000000
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
HEXPOL B 9 0.700000 1035.000000 14.000000 1.370000 1020.999996
BioGaia B 8 -0.760000 943.200000 13.200000 1.420000 930.000000
Gränges 9 -0.480000 937.800000 9.800000 1.060000 927.999999
Byggmax Group 33 -1.220000 961.620000 5.620000 0.590000 956.000001
AcadeMedia 8 -0.890000 402.800000 0.800000 0.200000 402.000000
Clas Ohlson B 12 -1.520000 969.000000 -4.000000 -0.410000 972.999996
ASSA ABLOY B 3 -0.770000 773.700000 -5.300000 -0.680000 779.000001
EQT 4 -1.430000 824.400000 -7.600000 -0.910000 832.000000
VEF 909 -3.620000 1839.820000 -10.180000 -0.550000 1850.000436
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
SKF B 5 -0.140000 917.000000 -23.000000 -2.450000 940.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Addnode Group B 11 -0.850000 894.300000 -26.700000 -2.900000 921.000003
Indutrade 5 -0.550000 1183.500000 -34.500000 -2.830000 1218.000000
Vitec Software Group B 2 -1.610000 1042.000000 -45.000000 -4.140000 1087.000000
Latour B 4 -0.740000 810.000000 -47.000000 -5.480000 857.000000
INVISIO 16 0.440000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.690000 1043.400000 -65.600000 -5.920000 1109.000001
BHG Group 97 -1.830000 1356.060000 -102.940000 -7.060000 1458.999989
Hexagon B 26 -2.390000 3351.400000 -109.600000 -3.170000 3461.000010
TOTAL 45241.460000 185.460000 -7.18623% 45056.000411

Updated:¶

'2023-07-05 11:31:06.394426'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶